-49.3%
COMP vs REPL
-30.6%
-18.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.0% | +2.7% | +10.3% |
| 7D | +13.4% | +22.8% | -9.3% | +12.1% |
| 30D | +11.1% | +63.8% | -52.7% | +7.8% |
| 3M | -18.8% | +68.1% | -87.0% | -21.5% |
| 6M | +10.5% | +528.5% | -518.0% | -8.0% |
| YTD | -3.4% | +122.4% | -125.8% | -16.9% |
| 1Y | +19.7% | +154.4% | -134.7% | +1.6% |
| 3Y | +381.6% | +68.0% | +313.6% | +198.8% |
| 5Y | -17.6% | -35.4% | +17.8% | -39.6% |
| All | -49.3% | -30.6% | -18.7% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling